Construction of branching diffusion processes and their optimal stochastic control

DOI10.1007/BF01442107MaRDI QIDQ755484zbMATH OpenOpenAlexFDO

Authors S. Ustunel

Publication date 1981

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01442107

zbMATH Keywords

optimal stochastic controlbranching diffusion processes

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20)

Cites work

• scientific article; zbMATH DE number 3586311 (Why is no real title available?)
• scientific article; zbMATH DE number 3214865 (Why is no real title available?)
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• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• Branching Markov processes. I
• Diffusion processes associated with L�vy generators
• Diffusion processes with boundary conditions
• Diffusion processes with continuous coefficients, I
• On degenerate elliptic-parabolic operators of second order and their associated diffusions
• Survey of Measurable Selection Theorems

Cited in

(7)

• Brownian particles controlled by their occupation measure
• Controlled superprocesses and HJB equation in the space of finite measures
• Optimal control of branching diffusion processes: a finite horizon problem
• Some applications of stochastic integration in infinite dimensions
• Minimizing an insurer's probability of ruin with branching businesses
• Mean field games with branching
• A stochastic target problem for branching diffusion processes

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